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| 负相协随机变量和的中偏差 | |
| 引用本文： | 明瑞星,石建辉,胡亦钧.负相协随机变量和的中偏差[J].武汉大学学报(理学版),2012,58(3):229-234. |
| 作者姓名： | 明瑞星 石建辉 胡亦钧 |
| 作者单位： | 1. 江西师范大学数学与信息科学学院,江西南昌330022 中国科学技术大学管理学院,安徽合肥230026 2. 江西师范大学数学与信息科学学院,江西南昌,330022 3. 武汉大学数学与统计学院,湖北武汉,430072 |
| 基金项目： | 基金项目:国家自然科学基金，江西省自然科学基金 |
| 摘 要： | 设X1,X2,…是一列负相协的随机变量,Xn的分布为Fn,其属于D族.假设μn=E(Xn)x)的一致渐近式,其中γ>0,a(n)是一个满足limn→!a(n)/n=0的正函数. |
| 关 键 词： | 中偏差 D族 负相协 |
Moderate Deviations for Sums of Negatively Associated Random Variables |
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| MING Ruixing,SHI Jianhui,HU Yijun.Moderate Deviations for Sums of Negatively Associated Random Variables[J].JOurnal of Wuhan University:Natural Science Edition,2012,58(3):229-234. | |
| Authors: | MING Ruixing SHI Jianhui HU Yijun |
| Institution: | 1.College of Mathematics and Informatics,Jiangxi Normal University,Nanchang 330022,Jiangxi,China; 2.School of Management,University of Science and Technology of China,Hefei 230026,Anhui,China; 3.School of Mathematics and Statistics,Wuhan University,Wuhan 430072,Hubei,China) |
| Abstract: | Let X1,X2,… be a sequence of negatively associated random variables.Assume that the distribution Fn of Xn belongs to the dominated variation class and has a finite expectation μn=E(Xn)<∞,n≥1.We obtain asymptotic behavior of P(Sn-ESn>x) uniformly for x∈γa(n),∞),where γ>0 and a(n) is a positive function satisfying limn→∞ a(n)/n=0. |
| Keywords: | moderate deviation dominated variation negatively associated |
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